+1,112.0%
VST vs SSNC
+172.0%
+940.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.8% |
| 7D | -9.8% | -3.3% | -6.5% | -8.6% |
| 30D | -25.1% | -1.3% | -23.9% | -25.1% |
| 3M | -11.6% | -2.3% | -9.3% | -11.4% |
| 6M | -20.9% | +12.6% | -33.6% | -25.8% |
| YTD | -22.3% | -10.1% | -12.2% | -20.8% |
| 1Y | -32.0% | -6.6% | -25.4% | -31.8% |
| 3Y | +262.4% | +54.0% | +208.4% | +195.5% |
| 5Y | +563.4% | +7.0% | +556.4% | +513.8% |
| All | +1,112.0% | +172.0% | +940.0% | +758.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling